# lncdfbvn¶

## Purpose¶

Computes natural log of bivariate Normal cumulative distribution function.

## Format¶

lnp = lncdfbvn(x1, x2, corr)
Parameters: x1 (NxK matrix) – the upper limits of integration for variable 1. x2 (LxM matrix) – ExE conformable with x1, the upper limits of integration for variable 2. corr (PxQ matrix) – ExE conformable with x1 and x2, the correlation coefficients between the two variables. lnp (max(N,L,P) x max(K,M,Q) matrix) – the natural log of the result of the double integral $ln \big(Pr(X < x1, X < x2|corr)\big)$

## Examples¶

// Set seed for repeatable random numbers
rndseed 777;

// Upper integration bounds of variable 1
x = rndn(10, 1);

// Upper integration bounds of variable 2
y = rndn(10, 1);

// Correlation parameter
corr = rndu(10, 1);

// Call lncdfBvn
lnp = lncdfBvn(x, y, corr);


After above code,

lnp =   -1.89185
-0.82582
-5.59055
-0.42739
-2.14569
-0.77381
-0.87389
-4.78925
-2.34863
-2.14925


## Source¶

lncdfn.src

Functions cdfbvn()